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Issuer
L&G
Inception Date
Dec 9, 2021
Leveraged
1x (No leverage)
Index Tracked
L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF GBP Hedged Distributing
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

EMDH.L Performance Chart

L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF GBP Hedged Distributing (EMDH.L) is down 1.8% since the beginning of the year. EMDH.L is currently trading at £9 per share.


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S&P 500 Index

Returns By Period

L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF GBP Hedged Distributing (EMDH.L) has returned -1.83% so far this year and 2.22% over the past 12 months.


L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF GBP Hedged Distributing

1D
-0.29%
1M
-0.42%
6M
-2.12%
YTD
-1.83%
1Y
2.22%
3Y*
4.88%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMDH.L Monthly Returns History

Based on dividend-adjusted daily data since Dec 9, 2021, EMDH.L's average daily return is 0.00%, while the average monthly return is +0.08%. At this rate, an investment would double in approximately 72.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +5.6%, while the worst month was Sep 2022 at -4.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EMDH.L closed higher 52% of trading days. The best single day was Feb 25, 2022 with a return of +2.9%, while the worst single day was Feb 24, 2022 at -2.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.28%0.74%-2.00%1.79%0.08%0.22%-0.33%-1.83%
20250.80%1.46%-0.01%-0.45%0.50%1.24%0.91%1.22%0.71%0.76%0.07%0.33%7.78%
20240.55%0.08%1.05%-1.42%1.56%0.76%1.17%1.77%0.91%-1.26%0.73%-0.59%5.38%
20232.71%-2.06%0.52%0.84%-1.06%0.69%0.72%-0.62%-1.03%-1.12%3.57%2.61%5.73%
2022-1.80%-3.71%-1.38%-3.04%-0.49%-3.35%1.59%-0.71%-4.51%-2.33%5.57%1.38%-12.44%
20210.25%0.25%

Benchmark Metrics

L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF GBP Hedged Distributing has an annualized alpha of 1.10%, beta of 0.03, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since December 09, 2021.

  • This ETF participated in 34.48% of S&P 500 Index downside but only 20.27% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.03 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.10%
Beta
0.03
0.01
Upside Capture
20.27%
Downside Capture
34.48%

Expense Ratio

EMDH.L has an expense ratio of 0.38%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EMDH.L ranks 17 for risk / return — in the bottom 17% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


EMDH.L Risk / Return Rank: 1717
Overall Rank
EMDH.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EMDH.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
EMDH.L Omega Ratio Rank: 1919
Omega Ratio Rank
EMDH.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
EMDH.L Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF GBP Hedged Distributing (EMDH.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMDH.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.11

1.31

-0.20

Calmar ratioReturn relative to maximum drawdown

0.46

2.50

-2.04

Martin ratioReturn relative to average drawdown

1.17

9.11

-7.94

Dividends

Dividend History

L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF GBP Hedged Distributing provided a 2.68% dividend yield over the last twelve months, with an annual payout of £0.23 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%£0.00£0.10£0.20£0.30£0.40£0.502022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend£0.23£0.47£0.43£0.39£0.20

Dividend yield

2.68%5.29%4.90%4.53%2.36%

Monthly Dividends

The table displays the monthly dividend distributions for L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF GBP Hedged Distributing. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2025£0.24£0.00£0.00£0.00£0.00£0.00£0.23£0.00£0.00£0.00£0.00£0.00£0.47
2024£0.20£0.00£0.00£0.00£0.00£0.00£0.23£0.00£0.00£0.00£0.00£0.00£0.43
2023£0.20£0.00£0.00£0.00£0.00£0.00£0.20£0.00£0.00£0.00£0.00£0.00£0.39
2022£0.02£0.00£0.00£0.00£0.00£0.00£0.18£0.00£0.00£0.00£0.00£0.00£0.20

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF GBP Hedged Distributing. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF GBP Hedged Distributing was 18.65%, occurring on Oct 24, 2022. Recovery took 662 trading sessions.

The current L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF GBP Hedged Distributing drawdown is 2.12%.


Drawdown

Fall

Recovery

Underwater

Related event

-18.65%Oct 2022
10mo 12d2y 7mo
3y 5moDec 2021 - Jun 2025
Bear market2022
-4.44%Mar 2026
2mo 11d
6mo 2dJan 2026 - now
-0.80%Oct 2025
24d10d
1mo 4dSep 2025 - Oct 2025
-0.55%Dec 2025
11d10d
21dNov 2025 - Dec 2025
-0.44%Nov 2025
6d20d
26dOct 2025 - Nov 2025

Drawdown Indicators


EMDH.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.65%

-37.07%

+18.42%

Max Drawdown (1Y)

Largest decline over 1 year

-4.44%

-8.03%

+3.59%

Max Drawdown (3Y)

Largest decline over 3 years

-4.44%

-22.15%

+17.71%

Max Drawdown (5Y)

Largest decline over 5 years

-22.15%

Max Drawdown (10Y)

Largest decline over 10 years

-26.01%

Current Drawdown

Current decline from peak

-2.12%

-1.42%

-0.70%

Average Drawdown

Average peak-to-trough decline

-6.27%

-5.29%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

2.20%

-0.43%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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